-7.6%
ETN vs AJG
+16.3%
-23.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +5.5% | -15.3% | -6.6% |
| 7D | -10.1% | +10.7% | -20.9% | -4.2% |
| 30D | -18.4% | +26.9% | -45.3% | -6.3% |
| 3M | -20.4% | +16.6% | -37.0% | -12.0% |
| 6M | -16.0% | +40.1% | -56.1% | +0.2% |
| YTD | +11.8% | +12.4% | -0.7% | +28.3% |
| All | -7.6% | +16.3% | -23.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AJG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling